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7 papers · 1 filter
Large deviations and Wschebor's theorems
Jose R. Leon, José León, Alain Rouault
We revisit Wschebor's theorems on small increments for processes with scaling and stationary properties and deduce large deviation principles.
Central Limit Theorem for the volume of the zero set of Kostlan-Shub-Smale random polynomial systems
Jean-Marc Azaïs, Diego Armentano, Federico Dalmao +1
We state the Central Limit Theorem, as the degree goes to infinity, for the normalized volume of the zero set of a rectangular Kostlan-Shub-Smale random polynomial system. This pap…
CLT for the zeros of Classical Random Trigonometric Polynomials
Jean-Marc Azaïs, Federico Dalmao, José R. León
We prove a Central Limit Theorem for the number of zeros of random trigonometric polynomials of the form , being independent standard…
Rice formulae and Gaussian waves
Jean-Marc Azaïs, José R. León, Mario Wschebor
We use Rice formulae in order to compute the moments of some level functionals which are linked to problems in oceanography and optics: the number of specular points in one and two…
Some applications of Rice formulas to waves
Jean-Marc Azaïs, José R. León, Mario Wschebor
We use Rice's formulas in order to compute the moments of some level functionals which are linked to problems in oceanography and optics. For instance, we consider the number of sp…
Estimation in models driven by fractional Brownian motion
Corinne Berzin, José R. León
Let be the fractional Brownian motion with parameter . When , we consider diffusion equations of the type \[X(t)=c+\int_0^tσ\bigl(X(u)\big…